-18.9%
EXE vs CHWY
-28.3%
+9.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -3.2% |
| 7D | -4.7% | +13.4% | -18.0% | -5.2% |
| 30D | +1.0% | +28.4% | -27.4% | -0.3% |
| 3M | -5.6% | -2.9% | -2.7% | -5.5% |
| 6M | -12.3% | -4.7% | -7.6% | -11.1% |
| YTD | -19.5% | -29.2% | +9.7% | -17.0% |
| 1Y | -18.9% | -30.7% | +11.9% | -15.8% |
| All | -18.9% | -28.3% | +9.5% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling